+605.0%
EAT vs VCLT
+12.6%
+592.4%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.2% | -3.0% | -3.1% |
| 7D | -6.8% | 0.0% | -6.8% | -6.8% |
| 30D | -5.4% | +0.1% | -5.5% | -5.5% |
| 3M | +42.8% | -2.9% | +45.6% | +45.7% |
| 6M | +56.5% | -4.0% | +60.5% | +60.9% |
| YTD | +50.0% | -2.2% | +52.3% | +52.3% |
| 1Y | +38.3% | -2.6% | +40.9% | +41.0% |
| All | +605.0% | +12.6% | +592.4% | +593.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded VCLT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling